+426.9%
BDX vs AVAV
+394.0%
+32.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.0% |
| 7D | +7.3% | 0.0% | +7.3% | +7.1% |
| 30D | +15.7% | -9.9% | +25.6% | +16.3% |
| 3M | +19.1% | -34.7% | +53.8% | +22.6% |
| 6M | +44.1% | -26.6% | +70.7% | +45.9% |
| YTD | +42.1% | -48.9% | +91.0% | +46.7% |
| 1Y | +52.6% | -63.0% | +115.6% | +61.5% |
| 3Y | +22.6% | +1.6% | +21.0% | +14.9% |
| 5Y | +23.3% | +34.5% | -11.2% | +9.7% |
| 10Y | +84.8% | +359.3% | -274.5% | +36.0% |
| All | +426.9% | +394.0% | +32.9% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling